COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   184,858:    63,789     60,010     14,601     92,491     93,587    170,881    168,198:    13,977     16,660
Old  :   101,121:    45,979     43,081      2,755     45,759     42,957     94,493     88,793:     6,628     12,328
Other:    83,737:    25,685     24,804      3,971     46,732     50,630     76,388     79,405:     7,349      4,332
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     4,073:     3,115      8,328       -202      2,289     -5,566      5,202      2,560:    -1,129      1,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       32.5        7.9       50.0       50.6       92.4       91.0:       7.6        9.0
Old  :     100.0:      45.5       42.6        2.7       45.3       42.5       93.4       87.8:       6.6       12.2
Other:     100.0:      30.7       29.6        4.7       55.8       60.5       91.2       94.8:       8.8        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:       101        103         70         55         60        194        199:
Old  :       265:        88         99         17         40         48        134        158:
Other:       198:        69         56         25         42         46        133        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       21.7       29.5       31.1       17.3       16.8       29.1       25.6
Old  :                 18.8       20.4       31.7       33.4       18.7       20.4       31.6       32.5
Other:                 21.6       34.5       36.2       47.2       21.6       33.3       35.8       45.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    22,061:    10,191      4,868        687      8,649     13,980     19,527     19,535:     2,534      2,526
Old  :    20,508:    10,037      4,896        196      7,843     12,939     18,076     18,031:     2,432      2,477
Other:     1,553:       210         28        435        806      1,041      1,451      1,504:       102         49
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     2,144:       195      1,659        -26      1,846        104      2,015      1,737:       129        407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2       22.1        3.1       39.2       63.4       88.5       88.5:      11.5       11.5
Old  :     100.0:      48.9       23.9        1.0       38.2       63.1       88.1       87.9:      11.9       12.1
Other:     100.0:      13.5        1.8       28.0       51.9       67.0       93.4       96.8:       6.6        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        29         26         11         21         14         54         48:
Old  :        84:        29         26          6         20         14         53         43:
Other:        20:         9          2          8          7          2         17         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       58.3       45.4       68.6       29.9       57.6       45.3       66.2
Old  :                 31.9       57.6       47.9       68.6       31.9       57.4       47.5       66.6
Other:                 62.1       85.6       83.3       95.9       43.2       62.1       53.3       62.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   179,723:    31,434     37,657     26,097    112,858    106,962    170,389    170,716:     9,334      9,007
Old  :   112,667:    27,237     38,141     14,799     63,370     51,607    105,406    104,547:     7,261      8,120
Other:    67,056:    11,581      6,900      3,914     49,488     55,355     64,983     66,169:     2,073        887
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -2,484:       575     -4,347        516     -2,970      2,076     -1,879     -1,755:      -605       -729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       21.0       14.5       62.8       59.5       94.8       95.0:       5.2        5.0
Old  :     100.0:      24.2       33.9       13.1       56.2       45.8       93.6       92.8:       6.4        7.2
Other:     100.0:      17.3       10.3        5.8       73.8       82.6       96.9       98.7:       3.1        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        57         62         42         52         46        131        131:
Old  :       179:        54         64         32         46         38        118        118:
Other:        90:        22         15         14         38         32         66         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       27.1       41.0       42.9       24.1       21.5       33.5       31.0
Old  :                 27.6       24.4       41.5       37.3       25.9       21.4       37.1       30.8
Other:                 39.7       42.6       55.7       65.9       35.1       37.5       51.0       57.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   715,111:   180,816    120,056     64,885    409,309    455,852    655,010    640,793:    60,101     74,318
Old  :   715,111:   180,816    120,056     64,885    409,309    455,852    655,010    640,793:    60,101     74,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     8,514:    -3,618      7,335      1,735      8,945     -8,898      7,062        172:     1,452      8,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       16.8        9.1       57.2       63.7       91.6       89.6:       8.4       10.4
Old  :     100.0:      25.3       16.8        9.1       57.2       63.7       91.6       89.6:       8.4       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        65         78         66         77         86        184        192:
Old  :       245:        65         78         66         77         86        184        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       20.6       25.7       29.7       13.7       17.9       24.3       25.4
Old  :                 13.9       20.6       25.7       29.7       13.7       17.9       24.3       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   146,714:    39,191     44,365     18,433     83,163     77,062    140,787    139,860:     5,927      6,854
Old  :   107,901:    41,140     42,574      6,376     55,446     52,836    102,962    101,786:     4,939      6,115
Other:    38,813:     6,543     10,283      3,565     27,717     24,226     37,825     38,074:       988        739
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     2,495:       667      1,662      1,261      1,689         45      3,617      2,968:    -1,122       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       30.2       12.6       56.7       52.5       96.0       95.3:       4.0        4.7
Old  :     100.0:      38.1       39.5        5.9       51.4       49.0       95.4       94.3:       4.6        5.7
Other:     100.0:      16.9       26.5        9.2       71.4       62.4       97.5       98.1:       2.5        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:        97        107         90        124        114        267        276:
Old  :       360:       105        106         61        109        103        234        251:
Other:       196:        44         38         27         83         75        143        127:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       15.3       24.6       24.7       11.8       12.1       20.8       19.7
Old  :                 15.4       17.1       26.5       28.4       15.1       14.2       26.0       24.5
Other:                 25.2       20.5       40.3       36.2       24.8       18.2       36.0       30.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    45,996:    32,090     22,061      1,155      7,077     21,078     40,322     44,294:     5,674      1,702
Old  :    45,996:    32,090     22,061      1,155      7,077     21,078     40,322     44,294:     5,674      1,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       457:       716      4,065        -14       -142     -3,122        560        929:      -103       -472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       48.0        2.5       15.4       45.8       87.7       96.3:      12.3        3.7
Old  :     100.0:      69.8       48.0        2.5       15.4       45.8       87.7       96.3:      12.3        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        58         24          8         18          8         81         36:
Old  :       107:        58         24          8         18          8         81         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       75.4       61.6       83.4       50.1       75.4       60.0       83.4
Old  :                 51.3       75.4       61.6       83.4       50.1       75.4       60.0       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   414,494:    26,467     53,011      3,618    367,984    340,842    398,069    397,471:    16,425     17,023
Old  :   414,494:    26,467     53,011      3,618    367,984    340,842    398,069    397,471:    16,425     17,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    17,023:    -6,525     10,807        917     24,963      2,673     19,355     14,397:    -2,332      2,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       12.8        0.9       88.8       82.2       96.0       95.9:       4.0        4.1
Old  :     100.0:       6.4       12.8        0.9       88.8       82.2       96.0       95.9:       4.0        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        34         44         12         98        106        140        154:
Old  :       249:        34         44         12         98        106        140        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       28.1       50.5       38.1       33.5       28.1       47.7       37.4
Old  :                 36.3       28.1       50.5       38.1       33.5       28.1       47.7       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 11, 2012